+107.9%
IP vs INDA
+115.6%
-7.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -3.9% |
| 7D | -5.0% | +5.5% | -10.5% | -7.8% |
| 30D | +6.5% | +7.0% | -0.5% | +2.6% |
| 3M | -18.0% | -0.6% | -17.5% | -17.7% |
| 6M | +10.3% | +1.7% | +8.6% | +9.6% |
| YTD | -9.9% | -7.5% | -2.4% | -5.8% |
| 1Y | -1.1% | -7.9% | +6.8% | +3.6% |
| 3Y | +13.0% | +14.1% | -1.1% | +4.5% |
| 5Y | -12.3% | +7.4% | -19.7% | -16.6% |
| 10Y | +26.8% | +98.7% | -71.8% | -14.6% |
| All | +107.9% | +115.6% | -7.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling